+1,580.2%
BE vs ADM
+20.7%
+1,559.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.1% | +7.3% |
| 7D | +20.0% | +3.8% | +16.2% | +19.5% |
| 30D | +7.9% | +9.8% | -1.8% | +6.7% |
| 3M | -13.2% | +2.1% | -15.3% | -13.3% |
| 6M | +53.5% | +27.5% | +26.0% | +47.9% |
| YTD | +191.0% | +50.2% | +140.8% | +173.9% |
| 1Y | +360.5% | +40.6% | +319.9% | +337.0% |
| All | +1,580.2% | +20.7% | +1,559.5% | +1,861.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ADM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling